Missing 1 minute candles

[newworldguy]

I created a 1 min chart of ES-06 and added an indicator with the following code to check for missing candles:

protected override void OnBarUpdate()
{
			if(CheckPeriodicity() == false)
				Print("Periodicity check failed @ " + Time[0].ToString());
}


		bool CheckPeriodicity()
		{
			if(BarsPeriod.Id != PeriodType.Minute || CurrentBar < 0)
				return true;
			bool retval = false;				
			int periodicity = BarsPeriod.Value;
			if(CurrentBar > 0)
			{
				TimeSpan ts0  = Time[0] - Time [1] ;
				retval = periodicity == (int)ts0.TotalMinutes;		
			}
			retval = retval && (BarsPeriod.Id == PeriodType.Minute);
			return retval;		
		}

I see a lot of candles missing. please advice. thanks

[NinjaTrader_CalH]

Newworldguy,

What are the times that you see these missing candles?

Can you show me the output window prints?

[newworldguy]

Screen shot of output window.

here it is. or you can just cut and paste the code into a new indicator and run it. Pretty easy to replicate on, I will assume any time duration and possibly multiple instruments. I tried on ES-06-14 so far.

thanks for the attention.

[NinjaTrader_Bertrand]

newworldguy, which feed / broker connection do you run this on to test? In NT everything is done event based, so you do not have to have a new candle / timestamp each minute, if there was no trade event > then a candle could definitely be missing, however uncommon for a liquid instrument as the ES. Do you see this both in realtime and backtesting use? What data would the historical data manager show as confirm for the period tested?